+423.5%
LIN vs STRL
+3,456.6%
-3,033.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.9% | +13.2% | +0.8% |
| 7D | +3.6% | -34.6% | +38.2% | +7.8% |
| 30D | +6.4% | -56.7% | +63.0% | +15.7% |
| 3M | +6.5% | -54.4% | +60.9% | +14.8% |
| 6M | +4.9% | -69.7% | +74.5% | +16.7% |
| YTD | +23.4% | -20.2% | +43.7% | +17.3% |
| 1Y | +26.3% | -40.6% | +66.9% | +24.7% |
| 3Y | +38.0% | +221.7% | -183.7% | -3.4% |
| 5Y | +68.0% | +799.0% | -731.0% | -6.5% |
| All | +423.5% | +3,456.6% | -3,033.1% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling